+34.6%
VWO vs IP
-17.2%
+51.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | +1.1% | -5.3% | +6.3% | +2.0% |
| 30D | +2.4% | -10.9% | +13.2% | +4.4% |
| 3M | +2.0% | +11.2% | -9.2% | -0.6% |
| 6M | +10.7% | -10.2% | +20.9% | +11.8% |
| YTD | +14.4% | -2.0% | +16.4% | +13.4% |
| 1Y | +22.7% | -19.1% | +41.8% | +25.8% |
| 3Y | +64.2% | +20.9% | +43.4% | +49.8% |
| All | +34.6% | -17.2% | +51.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling